V-Lab: S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis

V-Lab

S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, July 4th, 2025:2.06% (-11.84%)

Analysis last updated: Friday, July 4, 2025 at 01:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.9100	31.58
$λ_{2}$	0.2617	26.24
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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